btc_fee_spike_short_term_mean_rev_short

not live
75
closed trades
47%
win rate
+28.75
total pnl ($)
1.254
weight
7d window — n=16 wr=38% pnl=+0.62  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 11:10:04 (31.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485392_76486
n: 245  ·  wr: 45.3%  ·  total_bps: -1642.6  ·  mean_bps: -6.70  ·  sharpe: -0.05  ·  max_dd_bps: -3293.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 20:04BTCSell60494→60212+1.49timeout
06-27 05:30BTCSell59929→60147-1.82timeout
06-26 22:58BTCSell60053→60040-0.27timeout
06-26 15:09BTCSell60072→59891+0.86timeout
06-26 04:17BTCSell58644.1→60147.1-10.61stop_loss
06-25 22:13BTCSell59750→59856-1.06timeout
06-25 13:53BTCSell61573.9→59114+15.61take_profit
06-24 20:50BTCSell59685→61214.7-10.64stop_loss
06-24 16:06BTCSell62590.9→60284+14.34timeout
06-24 08:58BTCSell62615.9→62783.1-1.41timeout
06-23 21:13BTCSell62338.9→62506.1-1.44timeout
06-23 14:24BTCSell62193.9→62578.1-2.85timeout
06-22 23:55BTCSell64627.8→64014.2+3.42timeout
06-22 16:02BTCSell64122.8→64737.2-4.20timeout
06-21 23:13BTCSell64169.8→63715.2+2.47timeout
06-21 03:27BTCSell63933.8→64401.2-3.28timeout
06-20 21:24BTCSell64177.8→63919.2+1.25timeout
06-19 22:54BTCSell63057.8→63313.2-1.97timeout
06-19 15:26BTCSell62388.9→63016.2-4.40timeout
06-19 05:42BTCSell62898.9→62580.1+1.66timeout
06-18 21:33BTCSell63164.8→62960.1+0.91timeout
06-18 12:46BTCSell64078.8→64262.2-1.50timeout
06-17 23:54BTCSell66034.7→64465.2+9.18timeout
06-17 17:48BTCSell64826.8→65792.3-6.30timeout
06-17 01:42BTCSell65580.7→65734.3-1.29timeout
06-16 18:23BTCSell66533.7→65920.3+3.34timeout
06-16 10:06BTCSell66161.7→66550.3-2.71timeout
06-15 22:21BTCSell67095.6→66370.3+3.97timeout
06-15 16:19BTCSell65686.7→67084.4-8.87timeout
06-14 23:27BTCSell64067.8→65711.1-10.62stop_loss
06-14 16:26BTCSell64585.8→64165.2+2.26timeout
06-14 05:03BTCSell64428.8→64357.2+0.08timeout
06-13 23:00BTCSell64013.8→64427.2-2.94timeout
06-13 16:56BTCSell63789.8→63983.2-1.57timeout
06-13 10:37BTCSell63571.8→63823.2-1.92timeout
06-13 03:15BTCSell63601.8→63653.2-0.68timeout
06-12 21:07BTCSell64127.8→63458.2+3.83timeout
06-12 13:59BTCSell63058.8→63200.2-1.24timeout
06-12 07:46BTCSell63377.8→63033.2+1.85timeout
06-12 01:41BTCSell63744.8→63331.2+2.26timeout
06-11 19:39BTCSell62835.9→63646.2-5.49timeout
06-11 13:04BTCSell62656.9→62902.1-1.90timeout
06-11 03:10BTCSell61566.9→62083.1-3.70timeout
06-10 21:05BTCSell62021.9→61662.1+1.97timeout
06-10 01:13BTCSell61785.9→62023.1-1.91timeout
06-09 19:04BTCSell62558.9→61849.1+4.20timeout
06-09 12:41BTCSell63307.8→62557.1+4.37timeout
06-09 06:01BTCSell63047.8→63285.2-1.86timeout
06-08 23:07BTCSell63548.8→63441.2+0.32timeout
06-08 17:03BTCSell63043.8→63297.2-1.95timeout
06-08 10:00BTCSell63118.8→63511.2-2.85timeout
06-07 20:11BTCSell61778.9→61617.1+0.68timeout
06-07 03:29BTCSell60861→61624.1-5.37timeout
06-06 21:08BTCSell60654→60721-0.82timeout
06-06 15:03BTCSell61191.9→60625+3.35timeout
06-06 08:58BTCSell60931→61292.1-2.72timeout
06-05 20:09BTCSell59347→60867.5-10.61stop_loss
06-05 18:51BTCSell62017.9→59543+15.61take_profit
06-05 11:54BTCSell62685.9→61997.1+4.04timeout
06-05 04:01BTCSell63280.8→62652.1+3.60timeout
06-04 20:00BTCSell64220.8→63556.2+3.78timeout
06-04 12:54BTCSell64095.8→63823.2+1.33timeout
06-04 01:23BTCSell65209.7→62607.1+15.61take_profit
06-03 21:00BTCSell66793.7→64957.2+10.65timeout
06-03 11:16BTCSell67197.6→67273.4-0.78timeout
06-03 06:45BTCSell67045.6→67202.4-1.28timeout
06-02 22:55BTCSell67550.6→66602.3+5.26timeout
06-02 14:09BTCSell69975.5→68423.4+8.52timeout
06-02 02:21BTCSell71590.4→70395.5+6.35timeout
06-01 02:25BTCSell73666.3→73489.7+0.61timeout
05-31 17:02BTCSell73909.3→73532.7+1.69timeout
05-30 16:30BTCSell73611.3→73874.7-1.77timeout
05-29 20:53BTCSell73046.3→73633.7-3.57timeout
05-29 01:44BTCSell73406.3→73500.7-0.84timeout
05-28 18:43BTCSell73466.3→73581.7-0.96timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
47%
win rate
+28.75
total pnl ($)
+9.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7547%+9.5+28.75

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems